+96.6%
BAC vs XLF
+81.8%
+14.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.7% |
| 7D | -1.9% | -1.0% | -0.9% | -0.7% |
| 30D | -7.2% | +6.5% | -13.7% | -14.0% |
| 3M | -20.4% | +1.8% | -22.2% | -22.2% |
| 6M | +1.3% | +15.4% | -14.1% | -15.0% |
| YTD | -6.4% | +8.4% | -14.8% | -15.0% |
| 1Y | -3.5% | +11.9% | -15.4% | -15.8% |
| All | +96.6% | +81.8% | +14.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling